{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	101
α ARCH Response to squared shocks	0.1242	6.59***
β GARCH Volatility persistence	0.8631	210.97***
γ leverage Additional response to negative shocks	-0.0590	-1.91*
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.01
λ₃ tau persistence Long-term factor persistence	0.9994	594.50***

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